This paper reports the synthesis and characterization of new hyperbranched amphiphilic polyurethane multiblock copolymers consisting of poly(propylene glycol) (PPG), poly(ethylene glycol) (PEG), and polycaprolactone (PCL) segments as in situ thermogels. The hyperbranched poly(PPG/PEG/PCL urethane)s, termed as HBPEC copolymers, were synthesized from PPG-diol, PEG-diol, and PCL-triol by using 1,6-hexamethylene diisocyanate (HMDI) as a coupling agent. The compositions and structures of HBPEC copolymers were determined by GPC and 1H NMR spectroscopy. We carried out comparative studies of the new hyperbranched copolymers with their linear counterparts, the linear poly(PPG/PEG/PCL urethane) (LPEC) copolymer and Pluronic F127 PEG-PPG-PEG block copolymer, in terms of their self-assembly and aggregation behaviors and thermoresponsive properties. HBPEC copolymers were found to show thermoresponsive micelle formation and aggregation behaviors. Particularly, the lower critical solution temperature (LCST) of the copolymers was significantly affected by the copolymer architecture. HBPEC copolymers showed much lower LCST than LPEC, the linear counterpart. Our studies revealed that the effect of hyperbranch architecture was more prominent in the gelation of the copolymers. The aqueous solutions of HBPEC copolymers exhibited thermogelling behaviors at critical gelation concentrations (CGCs) ranging from 4.3 to 7.4 wt %. These values are much lower than those reported on other PCL-contained linear thermogelling copolymers and Pluronic F127 copolymer. In addition, the CGC of HBPEC copolymers is much lower than the control LPEC copolymer. More interestingly, at high temperatures, while LPEC and other linear thermogelling copolymers formed turbid sol, HBPEC formed a dehydrated gel. Our data suggest that these phenomena are caused by the hyperbranched structure of HBPEC copolymers, which could increase the interaction of copolymer branches and enhance the chain association through synergetic hydrogen bonding effect. The thermogelling behavior of HBPEC block copolymers was further evidenced by the 1H NMR molecular dynamic study and rheological study, which further support the above hypothesis. The hydrolytic degradation study showed that the HBPEC copolymer hydrogels are biodegradable under physiological conditions. Together with the good cell biocompatibility demonstrated by the cytotoxicity study, the new thermogelling copolymers reported in this paper could potentially be used as in situ-forming hydrogels for biomedical applications.